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The Time-Varying Impact of Uncertainty on Oil Market Fear: Does Climate Policy Uncertainty Matter?
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References

  • 2016Measuring Economic Policy Uncertainty*12,809 cited
  • 2009Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market4,704 cited
  • 2022Measuring Geopolitical Risk4,303 cited
  • 2019The Importance of Climate Risks for Institutional Investors3,191 cited
  • 2005Time Varying Structural Vector Autoregressions and Monetary Policy3,044 cited
  • 2000The Investor Fear Gauge1,112 cited
  • 2021Measuring Climate Policy Uncertainty834 cited
  • 2020Climate Risks and Financial Stability732 cited
  • 2021Real effects of climate policy: Financial constraints and spillovers623 cited
  • 2020The Impact of Climate Change on the Cost of Bank Loans602 cited
  • 2018Measuring Geopolitical Risk596 cited
  • 2022Climate policy uncertainty and firm-level total factor productivity: Evidence from China584 cited
  • 2020Climate Change News Risk and Corporate Bond Returns557 cited
  • 2019Climate Finance551 cited
  • 2022Climate policy uncertainty and the price dynamics of green and brown energy stocks426 cited
  • 2016The directional volatility connectedness between crude oil and equity markets: New evidence from implied volatility indexes

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  • 2024How EPU, VIX, and GPR interact with the dynamic connectedness among commodity and financial markets: Evidence from wavelet analysis47 cited